Powerpoint 2004 (11.2) Doesn't save sound with movie

I've tried every combination of Make Movie and "Save as Power Point
Movie" I can find - no matter what, if there is sound in the slideshow,
it doesn't get saved in the Movie when exported. I also tried importing
the presentation into Keynote, but the sound didn't get imported (not
sure why). I verifed, the sound IS present in the file - if I play the
presentation on my mac, I get sound. Any ideas?

Thanks in advance,
Ryan